Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only
Entry time: 0918
Instrument: Sell Nifty monthly CE and PE option which is trading at a price greater than or equal to 10 at 0918
Stop-Loss: 4 points on both CE/PE leg
Exit: 1520
Slippage: 0.5%
Capital: 3,17,000
Back Testing
(Updated as of 4-Jul-25)
(Started trading from 12-May-25)
hi arun , is this 10 and 4 point combined premium or individual leg?
ReplyDelete4 point stop-loss is on individual leg
DeleteHello Arun, if trade is taken during last week of the month, would you still take same week or next week's expiry? I ran a backtest and found a lot of loss trades. Specifically, 24, 25, 26 March 2025.
ReplyDeleteLast week of the month, till Thursday it will be current week expiry, on Friday it will be on next week expiry
DeleteMarch was negative month for this strategy as per back testing
Delete